V-Lab
V-Lab
Norwegian Krone AGARCH Volatility Analysis
Volatility Prediction for Monday, March 17th, 2025:8.95% (-0.13%)
Analysis last updated: Monday, March 17, 2025 at 05:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone AGARCH
paramt-stat
ω0.001913.49
α0.028725.31
β0.9658767.76
γ-0.0598-4.44
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts